Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
PPO.Entry.type.of.fast.moving.average and PPO.Entry.Fast.Length

BEST PARAMETERS
PPO.Entry.type.of.fast.moving.average = T3
PPO.Entry.Fast.Length = 12
Profit account= 95 (per day adjusted to desire% DD )
Activity = 3.27 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for PPO.Entry.type.of.fast.moving.average = T3 and PPO.Entry.Fast.Length = 12

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
240 45468.93 832.16 10171.31 7 316 241 -33.9 T3 12 GBPJPY 33.90437 29.494726 8848.4178 13410.936 16.115815 0.3797347 No
190 33703.75 822.77 8497.48 5 185 140 -28.3 T3 12 EURUSD 28.32493 35.304584 10591.3753 11898.969 14.462084 0.2248502 No
540 151541.69 864.98 38628.47 8 539 384 -128.8 T3 12 XAUUSD 128.76157 7.766293 2329.8878 11769.171 13.606293 0.6231358 No
140 89675.53 824.91 29068.64 7 270 199 -96.9 T3 12 EURJPY 96.89547 10.320400 3096.1201 9254.874 11.219253 0.3273084 No
440 42474.72 793.52 15273.35 6 162 117 -50.9 T3 12 USDCHF 50.91117 19.642056 5892.6169 8342.908 10.513797 0.2041536 No
290 91899.87 824.76 41511.18 7 256 195 -138.4 T3 12 GBPUSD 138.37060 7.226969 2168.0906 6641.575 8.052736 0.3103933 No
40 75395.08 864.50 36065.41 6 324 246 -120.2 T3 12 AUDUSD 120.21803 8.318220 2495.4659 6271.528 7.254515 0.3747831 No
490 117031.61 867.91 84145.35 7 232 181 -280.5 T3 12 USDJPY 280.48450 3.565259 1069.5778 4172.480 4.807504 0.2673088 No
90 12970.97 778.68 13730.43 6 81 68 -45.8 T3 12 EURGBP 45.76810 21.849279 6554.7838 2834.063 3.639574 0.1040222 No
390 23269.65 799.20 30011.90 6 120 97 -100.0 T3 12 USDCAD 100.03967 9.996035 2998.8105 2326.042 2.910463 0.1501502 No
340 210084.20 870.09 297026.22 9 364 280 -990.1 T3 12 NZDUSD 990.08740 1.010012 303.0036 2121.875 2.438685 0.4183475 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 30
12 BB.Number.of.SDs.to.Enter 2
13 BLAI.Timeframe 1 hour
14 BLAI.length 6
15 BLAISlow.Timeframe 1 hour
16 BLAISlow.length 60
17 Reversal.Positioning.PPO True
18 PPOthreshold -0.6
19 PPO.Entry.Timeframe 15 minutes
20 PPO.Entry.type.of.fast.moving.average Jurik
21 PPO.Entry.Fast.Length 8
22 PPO.Entry.type.of.slow.moving.average SMA
23 PPO.Entry.Slow.Length 300
24 BB.Exit.length 30
25 BB.Exit.number.of.SDs 1